Try the following link to load courses. Worked nicely for me:
http://support.garmin.com/support/searchSupport/case.faces?supportPage=Edge%20810&caseId=%7B89b599d0-6189-11e2-f3fb-000000000000%7D&locale=en_US
At last I found a way to import my .GPX track into GC without using other devices! It is still a two-step process, but quite smooth.
1) Import your .GPX as an Activity in GC. Yes, on the "Activities" page there is an Import link to the right, above your list of activities.
2) When imported you can create a course out of that activity.
I found out the hard way that I had to delete the activity before I could add another one.